Xiao Wei

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Numerical methods for computing risk measures of variable annuities under exponential Lévy models Insurance Mathematics & Economics	2025-11-25	Paper
Conditional moment matching for pricing arithmetic Asian options under Vasicek interest rate model Chinese Journal of Applied Probability and Statistics	2024-10-08	Paper
Conditional moment matching and stratified approximation for pricing and hedging periodic-premium variable annuities Methodology and Computing in Applied Probability	2024-06-04	Paper
Self-normalized Cramér-type moderate deviations for explosive Vasicek model Journal of Theoretical Probability	2024-04-02	Paper
Existence and uniqueness for some equation of a mixed elliptic-hyperbolic type Boundary Value Problems	2022-12-19	Paper
Modeling droplet collision dynamic for Lagrangian simulation of impinging spray under high ambient pressures using an improved approach Computers and Fluids	2022-10-17	Paper
Global existence and blow up of solutions for the Cauchy problem of some nonlinear wave equations Analysis and Mathematical Physics	2022-01-05	Paper
Incomplete market demand tests for Kreps-Porteus-Selden preferences Journal of Economic Theory	2020-01-20	Paper
Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model North American Actuarial Journal	2019-05-15	Paper
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching ASTIN Bulletin	2018-06-05	Paper
Risk neutrality regions Journal of Mathematical Economics	2015-12-28	Paper
A semismooth projected Newton method for solving stochastic linear complementarity problems	2015-10-28	Paper
Decay of solutions for a system of nonlinear wave equations	2014-04-14	Paper
Duration of negative surplus for compound Poisson risk model with constant interest force	2011-02-05	Paper
The asymptotics of finite time ruin probabilities for a risk model with variable interest rates	2011-02-05	Paper
The exponential decay of a system of nonlinear wave equations Applied Mathematics Letters	2010-09-01	Paper
Large deviations and finite-time ruin probabilities for perturbed risk models with variable premium rates	2008-06-03	Paper
Ruin probabilities for discrete time risk models with stochastic rates of interest Statistics & Probability Letters	2008-04-28	Paper
Integration by Parts for Point Processes and Monte Carlo Estimation Journal of Applied Probability	2008-02-05	Paper
Moderate deviations for negatively associated random sums of heavy tailed random variables	2006-01-24	Paper
A Malliavin calculus approach to sensitivity analysis in insurance Insurance Mathematics & Economics	2005-08-05	Paper
scientific article; zbMATH DE number 1445707 (Why is no real title available?)	2002-09-03	Paper

Research outcomes over time

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